//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
DYNAMIC MODELING OF HIGH-DIMEN...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Online availability
All
Undetermined
1
Type of publication
All
Article
52
Language
All
Undetermined
49
English
3
Author
All
Herwartz, Helmut
42
Golosnoy, Vasyl
9
Okhrin, Yarema
6
Hafner, Christian M.
5
Reimers, Hans-Eggert
4
Haselmann, Rainer
3
Siedenburg, Florian
3
Blaskowitz, Oliver
2
Morales-Arias, Leonardo
2
Froese, Rainer
1
Gribisch, Bastian
1
HERWARTZ, HELMUT
1
Hafner, Christianm
1
Hartmann, Matthias
1
Klapper, Daniel
1
Liesenfeld, Roman
1
Lütkepohl, Helmut
1
Neumann, Michael H.
1
Niebuhr, Annekatrin
1
Quaas, Martin F.
1
ROESTEL, JAN
1
Ragulin, Sergiy
1
Reimers, Hans Eggert
1
Requate, Till
1
Roestel, Jan
1
Schmid, Wolfgang
1
Schmidt, Jörn O.
1
Schneider, Friedrich
1
Strumann, Christoph
1
Tafenau, Egle
1
Theilen, Bernd
1
Voss, Rüdiger
1
Xu, Fang
1
more ...
less ...
Published in...
All
Economics letters
4
Journal of international money and finance
4
The European journal of finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of forecasting
3
Journal of econometrics
3
Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
3
Journal of economic behavior & organization : JEBO
2
Journal of economic dynamics & control
2
Journal of forecasting
2
Review of world economics
2
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied economics
1
Applied financial economics
1
Computational economics
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economics & politics
1
Finance : revue de l'Association Française de Finance
1
Health care management science
1
International economic journal
1
Jahrbücher für Nationalökonomie und Statistik
1
Japan and the world economy : international journal of theory and policy
1
Journal of empirical finance
1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Manchester School
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
304
RePEc
145
EconStor
75
Other ZBW resources
11
USB Cologne (EcoSocSci)
8
USB Cologne (business full texts)
5
more ...
less ...
Showing
1
-
10
of
52
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate CUSUM chart: properties and enhancements
Golosnoy, Vasyl
;
Ragulin, Sergiy
;
Schmid, Wolfgang
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
93
(
2009
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10008352247
Saved in:
2
Sequential monitoring of minimum variance portfolio
Golosnoy, Vasyl
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
91
(
2007
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10008352363
Saved in:
3
Flexible shrinkage in portfolio selection
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
Journal of economic dynamics & control
33
(
2009
)
2
,
pp. 317-328
Persistent link: https://www.econbiz.de/10008162041
Saved in:
4
Multivariate Shrinkage for Optimal Portfolio Weights
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
The European journal of finance
13
(
2007
)
5
,
pp. 441-458
Persistent link: https://www.econbiz.de/10007757829
Saved in:
5
Multivariate Shrinkage for Optimal Portfolio Weights
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
The European journal of finance
13
(
2007
)
5-6
,
pp. 441-458
Persistent link: https://www.econbiz.de/10007882607
Saved in:
6
General uncertainty in portfolio selection: A case-based decision approach
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
Journal of economic behavior & organization : JEBO
67
(
2008
)
3
,
pp. 718-734
Persistent link: https://www.econbiz.de/10008089877
Saved in:
7
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009825302
Saved in:
8
General uncertainty in portfolio selection: A case-based decision approach
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
Journal of economic behavior & organization : JEBO
67
(
2008
)
3
,
pp. 718-735
Persistent link: https://www.econbiz.de/10008880953
Saved in:
9
Flexible shrinkage in portfolio selection
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
Journal of economic dynamics & control
33
(
2009
)
2
,
pp. 317-329
Persistent link: https://www.econbiz.de/10008890157
Saved in:
10
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 719-740
Persistent link: https://www.econbiz.de/10007278378
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->